Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

DOI10.1109/TAC.2003.817938zbMath1364.49042MaRDI QIDQ5266725

E. F. Tuesta, Oswaldo L. V. Costa

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93E20: Optimal stochastic control

49N10: Linear-quadratic optimal control problems

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